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Futures Exchange Daily Market Report - 18/12

Daily Market Report

Monday, 18 December 2000

There was moderate trading on the New Zealand Futures & Options Exchange today involving 2660 futures and 65 options contracts traded with a face value of NZ$1.36 billion.

The Mar-01 90 Day Bank Bill Contract settled unchanged at 9324 (6.76%). The June-01 90 Day Bank Bill Contract settled down 1 point at 9332 (6.68%) and the Sept-01 90 Day Bank Bill Contract settled up 2 points at 9342 (6.58%). The Dec-01 90 Day Bank Bill Contract settled down 1 point at 9342 (6.58%).

The Mar-01 Three Year Government Stock Futures Contract settled down 5 points at 9383 (6.17%) and the Mar-01 Ten Year Government Stock Futures Contract settled down 1 point at 9391 (6.09%).

The December-00 NZSE-10 Share Index Futures Contract settled down 25 points at 845. The December-00 Electricity Futures Contract closed at $28.50 M/wh.

ends

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